+11.9%
U vs AGI
+214.4%
-202.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.9% |
| 7D | +4.4% | +2.2% | +2.2% | +3.7% |
| 30D | -1.3% | +11.3% | -12.6% | -4.7% |
| 3M | +49.6% | +5.6% | +43.9% | +45.9% |
| 6M | +100.2% | -27.7% | +127.9% | +117.1% |
| YTD | -3.7% | -4.1% | +0.4% | -4.1% |
| 1Y | -6.5% | +13.8% | -20.3% | -12.0% |
| All | +11.9% | +214.4% | -202.5% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling